Putnam Global (Ireland) Risk Analysis And Volatility Evaluation

IE0030390896 -- Ireland Fund  

EUR 7.16  0.00  0.00%

Our philosophy towards forecasting volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Putnam Global High which you can use to evaluate future volatility of the fund. Please check Putnam Global High Coefficient Of Variation of 893.23 and Risk Adjusted Performance of 0.01 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Putnam Global High Technical Analysis

Transformation
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Putnam Global Projected Return Density Against Market

Assuming 30 trading days horizon, Putnam Global has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Putnam Global are completely uncorrelated. Furthermore, Putnam Global High Yield Bond EIt does not look like Putnam Global alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Putnam Global Return Volatility

Putnam Global High Yield Bond E accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Putnam Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Putnam Global Investment Opportunity

DOW has a standard deviation of returns of 0.45 and is 9.223372036854776E16 times more volatile than Putnam Global High Yield Bond E. 0% of all equities and portfolios are less risky than Putnam Global. Compared to the overall equity markets, volatility of historical daily returns of Putnam Global High Yield Bond E is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Putnam Global Volatility Indicators

Putnam Global High Yield Bond E Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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